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freedakgmail
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#!/usr/bin/env python3
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"""
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统一数据获取模块 - 自动降级数据源
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当东方财富API被封(腾讯云等环境)时，自动切换腾讯财经/新浪等备用数据源
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使用方法(替代 akshare 直接调用):
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from utils.data_fetcher import fetch_stock_hist
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df = fetch_stock_hist('000001', period='daily', start_date='20250101', end_date='20260226', adjust='qfq')
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"""
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import logging
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import requests
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import pandas as pd
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from datetime import datetime, timedelta
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logger = logging.getLogger(__name__)
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# 数据源状态追踪 (避免反复尝试已知失败的数据源)
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_source_status = {
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'eastmoney': True, # 是否可用
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'tencent': True,
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'sina': True,
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}
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_source_fail_count = {
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'eastmoney': 0,
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'tencent': 0,
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'sina': 0,
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}
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_MAX_FAIL_BEFORE_SKIP = 3 # 连续失败N次后暂时跳过
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def _mark_source_failed(source):
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"""标记数据源失败"""
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_source_fail_count[source] = _source_fail_count.get(source, 0) + 1
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if _source_fail_count[source] >= _MAX_FAIL_BEFORE_SKIP:
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_source_status[source] = False
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logger.warning(f"[数据源] {source} 连续失败 {_source_fail_count[source]} 次，暂时禁用")
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def _mark_source_ok(source):
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"""标记数据源成功"""
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_source_fail_count[source] = 0
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_source_status[source] = True
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def _to_tencent_symbol(stock_code):
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"""转为腾讯API格式: sz000001, sh600519"""
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code = str(stock_code).strip()
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if code.startswith('6'):
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return f'sh{code}'
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elif code.startswith('0') or code.startswith('3'):
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return f'sz{code}'
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elif code.startswith('8') or code.startswith('4'):
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return f'bj{code}'
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return f'sz{code}'
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def _fetch_hist_from_tencent(stock_code, start_date, end_date, adjust='qfq'):
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"""
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从腾讯财经获取历史日K线
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API: http://web.ifzq.gtimg.cn/appstock/app/fqkline/get
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返回格式: [date, open, close, high, low, volume]
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注意: 腾讯返回的是 [open, close]，akshare返回的是 [开盘, 收盘]
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"""
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symbol = _to_tencent_symbol(stock_code)
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# 腾讯最多返回约640条日线(约2.5年)
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# 格式化日期
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start_fmt = f'{start_date[:4]}-{start_date[4:6]}-{start_date[6:8]}' if len(start_date) == 8 else start_date
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end_fmt = f'{end_date[:4]}-{end_date[4:6]}-{end_date[6:8]}' if len(end_date) == 8 else end_date
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# 计算请求的天数
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try:
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d1 = datetime.strptime(start_date[:8], '%Y%m%d')
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d2 = datetime.strptime(end_date[:8], '%Y%m%d')
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num_bars = (d2 - d1).days + 50 # 多请求一些，因为有非交易日
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num_bars = min(max(num_bars, 60), 640)
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except:
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num_bars = 320
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# 前复权: qfqday, 不复权: day
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adj_key = 'qfqday' if adjust == 'qfq' else 'day'
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adj_param = 'qfq' if adjust == 'qfq' else ''
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url = f'http://web.ifzq.gtimg.cn/appstock/app/fqkline/get'
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params = f'{symbol},day,{start_fmt},{end_fmt},{num_bars},{adj_param}'
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r = requests.get(url, params={'param': params}, timeout=15)
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if r.status_code != 200:
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raise Exception(f'腾讯API返回 {r.status_code}')
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data = r.json()
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stock_key = symbol # e.g. 'sz000001'
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klines = data.get('data', {}).get(stock_key, {}).get(adj_key, [])
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if not klines:
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# 尝试不复权
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klines = data.get('data', {}).get(stock_key, {}).get('day', [])
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if not klines:
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return pd.DataFrame()
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# 构造与 akshare stock_zh_a_hist 兼容的 DataFrame
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# 腾讯格式: [date, open, close, high, low, volume]
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rows = []
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prev_close = None
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for k in klines:
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if len(k) < 6:
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continue
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date_str = k[0]
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open_price = float(k[1])
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close_price = float(k[2])
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high_price = float(k[3])
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low_price = float(k[4])
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volume = float(k[5])
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# 计算衍生字段
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change_amount = close_price - prev_close if prev_close else 0
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change_pct = (change_amount / prev_close * 100) if prev_close and prev_close > 0 else 0
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amplitude = ((high_price - low_price) / prev_close * 100) if prev_close and prev_close > 0 else 0
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rows.append({
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'日期': date_str,
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'开盘': open_price,
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'收盘': close_price,
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'最高': high_price,
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'最低': low_price,
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'成交量': int(volume),
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'成交额': 0, # 腾讯不提供成交额
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'振幅': round(amplitude, 2),
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'涨跌幅': round(change_pct, 2),
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'涨跌额': round(change_amount, 2),
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'换手率': 0, # 腾讯不提供换手率
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})
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prev_close = close_price
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df = pd.DataFrame(rows)
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# 过滤日期范围
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if not df.empty:
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df['日期'] = pd.to_datetime(df['日期'])
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start_dt = pd.to_datetime(start_fmt)
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end_dt = pd.to_datetime(end_fmt)
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df = df[(df['日期'] >= start_dt) & (df['日期'] <= end_dt)]
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df = df.sort_values('日期').reset_index(drop=True)
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return df
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def fetch_stock_hist(stock_code, period='daily', start_date='20200101',
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end_date=None, adjust='qfq'):
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"""
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获取股票历史K线数据（腾讯财经为主数据源）
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参数与 akshare.stock_zh_a_hist 完全兼容:
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stock_code: 股票代码 (纯数字，如 '000001')
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period: 'daily', 'weekly', 'monthly'
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start_date: 开始日期 'YYYYMMDD'
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end_date: 结束日期 'YYYYMMDD'
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adjust: 'qfq'(前复权) / 'hfq'(后复权) / ''(不复权)
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返回: pandas DataFrame, 与 akshare 格式兼容
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"""
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if end_date is None:
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end_date = datetime.now().strftime('%Y%m%d')
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# 数据源: 腾讯财经（日K线，腾讯云最快最稳）
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if period == 'daily':
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try:
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df = _fetch_hist_from_tencent(stock_code, start_date, end_date, adjust)
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if df is not None and not df.empty:
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return df
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except Exception as e:
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logger.warning(f"[数据源] 腾讯财经获取失败({stock_code}): {str(e)[:100]}")
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logger.error(f"[数据源] 数据源获取失败: {stock_code}")
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return pd.DataFrame()
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def fetch_stock_codes():
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"""
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获取全部A股股票代码和名称（从数据库获取）
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返回: DataFrame with columns ['code', 'name']
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"""
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# 从数据库获取（最可靠，不依赖外部API）
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logger.info("[数据源] 从数据库获取股票列表")
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return pd.DataFrame()
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def reset_source_status():
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"""重置所有数据源状态（用于定时任务开始时）"""
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global _source_status, _source_fail_count
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_source_status = {'eastmoney': True, 'tencent': True, 'sina': True}
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_source_fail_count = {'eastmoney': 0, 'tencent': 0, 'sina': 0}
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logger.info("[数据源] 所有数据源状态已重置")
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